group "RateCalculation.model"
Namespace:
http://www.fpml.org/FpML-5/confirmation
Content:
3 elements
Defined:
globally in fpml-repo-5-12.xsd; see XML source
Includes:
definitions of 3 elements
Used:
at 3 locations
Content Model Diagram
Complex Content Model
fixedRateSchedule | (floatingRateCalculation, resetFrequency?)
Content Model Elements (3):
fixedRateSchedule (defined in RateCalculation.model group),
floatingRateCalculation (defined in RateCalculation.model group),
resetFrequency (defined in RateCalculation.model group)
Known Usage Locations
Annotation
The rate calculation for repo or security lending products.
XML Source (w/o annotations (4); see within schema source)
<xsd:group name="RateCalculation.model">
<xsd:choice>
<xsd:element name="fixedRateSchedule" type="Schedule"/>
<xsd:sequence>
<xsd:element name="floatingRateCalculation" type="FloatingRateCalculation"/>
<xsd:element minOccurs="0" name="resetFrequency" type="Frequency"/>
</xsd:sequence>
</xsd:choice>
</xsd:group>
Content Element Detail (all declarations; defined within this component only; 3/3)
fixedRateSchedule
Type:
Schedule, complex content
The fixed repo or security lending rate. It is usually fixed rebate rate for the duration of the agreement but can be changed with mid-life events (rate changes).
XML Source (w/o annotations (1); see within schema source)
<xsd:element name="fixedRateSchedule" type="Schedule"/>
floatingRateCalculation
Type:
FloatingRateCalculation, complex content
The floating rate index and tenor, with additional definitions relating to the calculation of floating rate amounts, including spread and multiplier. It is used for floating rate repo or security lending. For example, most floating rate repo or security lending on European markets are against EONIA
XML Source (w/o annotations (1); see within schema source)
resetFrequency
Type:
Frequency, complex content
The floating rate reset frequency.
XML Source (w/o annotations (1); see within schema source)
<xsd:element minOccurs="0" name="resetFrequency" type="Frequency"/>
XML schema documentation generated with DocFlex/XML 1.10b5 using DocFlex/XML XSDDoc 2.8.1 template set. All content model diagrams generated by Altova XMLSpy via DocFlex/XML XMLSpy Integration.